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Scrappy. Thanks for making the strategy available. I have been working with it but cannot acheive better than 55% FT on longs using OEX as my base. I changed the MA <> filter to 89 as that seems to work a little better for my style. Curious to know what symbol list you used for your reports.
Does anyone have a good reason as to why the BT is always significantly better then the FT?
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